Lecture

Convergence of Random Variables

In course

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Description

This lecture covers the convergence of random variables, including order statistics, modes of convergence, and the combination of convergent sequences. It also explores the Fisher-Tippett theorem, the law of large numbers, and the strong law of large numbers, providing insights into the behavior of averages and the convergence towards the expectation of the distribution. The lecture concludes with examples illustrating the convergence of samples and the distribution of failure time.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_lamx7twr

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics, Statistical hypothesis testing

Mathematics

Probability theory: Topics in probability theory

Topology: General topology

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